Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields
We establish new Kahane-Khintchine inequalities in Orlicz spaces induced by exponential Young functions for stationary real random fields which are bounded or satisfy some finite exponential moment condition. Next, we give sufficient conditions for partial sum processes indexed by classes of sets satisfying some metric entropy condition to converge in distribution to a set-indexed Brownian motion. Moreover, the class of random fields that we study includes [phi]-mixing and martingale difference random fields.
Year of publication: |
2002
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Authors: | El Machkouri, Mohamed |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 102.2002, 2, p. 285-299
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Publisher: |
Elsevier |
Keywords: | Kahane-Khintchine inequalities Functional central limit theorem Invariance principle Martingale difference random fields Mixing random fields Orlicz spaces Metric entropy |
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